-19.0%
USAR vs RPRX
+148.0%
-167.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +1.0% |
| 7D | -0.8% | +3.3% | -4.1% | -1.4% |
| 30D | -20.9% | +17.9% | -38.8% | -23.4% |
| 3M | -56.2% | +19.2% | -75.4% | -57.6% |
| 6M | -67.9% | +31.7% | -99.6% | -69.9% |
| YTD | -31.4% | +82.5% | -113.9% | -40.0% |
| 1Y | -45.1% | +78.4% | -123.5% | -51.8% |
| 3Y | -20.3% | +177.0% | -197.3% | -32.8% |
| All | -19.0% | +148.0% | -167.0% | -31.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RPRX.
Daily Out/Under-Performance
Portfolio return minus RPRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RPRX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded RPRX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling